CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 125-240 124-240 -1-000 -0.8% 122-170
High 125-240 124-240 -1-000 -0.8% 125-240
Low 125-240 124-240 -1-000 -0.8% 122-170
Close 125-240 124-240 -1-000 -0.8% 124-240
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 124-240 124-240 124-240
R3 124-240 124-240 124-240
R2 124-240 124-240 124-240
R1 124-240 124-240 124-240 124-240
PP 124-240 124-240 124-240 124-240
S1 124-240 124-240 124-240 124-240
S2 124-240 124-240 124-240
S3 124-240 124-240 124-240
S4 124-240 124-240 124-240
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-000 132-190 126-166
R3 130-250 129-120 125-203
R2 127-180 127-180 125-109
R1 126-050 126-050 125-014 126-275
PP 124-110 124-110 124-110 124-222
S1 122-300 122-300 124-146 123-205
S2 121-040 121-040 124-051
S3 117-290 119-230 123-277
S4 114-220 116-160 122-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-240 122-170 3-070 2.6% 0-000 0.0% 69% False False 2
10 125-240 120-200 5-040 4.1% 0-000 0.0% 80% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 124-240
2.618 124-240
1.618 124-240
1.000 124-240
0.618 124-240
HIGH 124-240
0.618 124-240
0.500 124-240
0.382 124-240
LOW 124-240
0.618 124-240
1.000 124-240
1.618 124-240
2.618 124-240
4.250 124-240
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 124-240 125-080
PP 124-240 125-027
S1 124-240 124-293

These figures are updated between 7pm and 10pm EST after a trading day.

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